The feature-value paradox: Unsupervised discovery of strategic archetypes in the smartphone market using machine learning

This study employs unsupervised machine learning, a core branch of Artificial Intelligence (AI), and feature importance analysis to identify strategic archetypes in the smartphone market based solely on technical specifications. Moving be- yond traditional price prediction models, we analyze a comprehensive dataset to discover latent product strategies. Using K-Means clustering, we identify five distinct strategic […]

Automated COVID-19 detection from chest X-rays using HOG features

The COVID-19 pandemic has necessitated the development of rapid and accurate diagnostic tools to assist healthcare professionals in disease detection and management [1]. This study presents a different machine learning framework for COVID-19 classification using chest X-ray images, employing Histogram of Oriented Gradients (HOG) feature extraction combined with Principal Component Analysis (PCA) for dimensionality reduction […]

Development and evaluation of an effective machine learning model for well log prediction: A case study of sonic log prediction of zircon field Niger-Delta Nigeria

The accurate prediction of sonic log data is critical for subsurface characterization and reservoir management in hydrocarbon exploration. Conventional methods of predicting missing well logs which often relied on interpolation techniques or empirical correlations are limited in their ability to capture the complex, nonlinear relationships that exist in subsurface formations. In this study we present […]

Extensions of Two Bivariate Strict Archimedean Copulas

The copula approach provides an option for capturing the structure of dependence between two quantitative variables. This approach is based on special bivariate functions called copulas. In brief, a copula can be presented as a “functional print” of a structure of dependence. Among the numerous types of copulas, the strict Archimedean copulas are the most […]

The Length-Biased Weighted Exponentiated Inverted Exponential Distribution: Properties and Estimation

This paper introduces the length-biased weighted exponentiated inverted exponential distribution with sub models. The basic statistical properties are derived such as mean, mode, variance, reliability functions, moment generating function, characteristic function and order statistic distribution. Furthermore, maximum likelihood estimators of distribution parameters are obtained under censored Type I. Numerical study is applied.  Variance-covariance matrix is […]

Some Inferences on Three Parameters Birnbaum-Saunders Distribution: Statistical Properties, Characterizations and Applications

Three parameters Birnbaum-Saunders, BS (3P), distribution is an important statistical model which is useable in the fields of both pure and applied sciences. Since its inception, Birnbaum-Saunders (BS) distribution has received a considerable attention in view of its wide applications in many areas of research in applied sciences, such as engineering science, earth science, environmental […]

A Statistical Analysis of Excess Mortality Mean at Covid-19 in 2020-2021

When it comes to making assessments about public health, the mortality rate is a very important factor. The COVID-19 pandemic has exacerbated well-known biases that affect the measurement of mortality, which varies with time and place. The COVID-19 pandemic took the world off surveillance, and since the outbreak, it has caused damage that many would […]

A new Method for Computing and Testing The significance of the Spearman Rank Correlation

To compute and test the significance of the Spearman rank correlation coefficient, the differences between ranks are used, and the Spearman correlation coefficient is used as a test statistic. This study has introduced an efficient rank correlation formula like the method earlier derived by Spearman. The formula is based on a new statistic that depends […]

Short Dynamic Panel Data Models in the Presence of a Higher Frequency Regressor(s)

The study motivates the estimation problem of short dynamic panel data models in the presence of higher frequency regressors where it is required to weigh the regressor series to be at the same frequency of the dependent variable. With the focus on First Difference Generalized Method of Moments (DIF GMM) and System Generalized Method of […]